| United States Treasury Notes
| - | 16.89% | - | - | 2,290,000 |
| United States Treasury Notes 0.25926%
| - | 16.88% | - | - | 2,290,000 |
| United States Treasury Notes 0.14815%
| - | 16.88% | - | - | 2,290,000 |
| United States Treasury Notes 3.875%
| - | 10.98% | - | - | 1,520,000 |
| United States Treasury Bonds 4.75%
| - | 10.72% | - | - | 1,480,000 |
| United States Treasury Notes 0.03704%
| - | 3.24% | - | - | 440,000 |
| Government National Mortgage Association
| - | 2.54% | - | - | 336,188 |
| Government National Mortgage Association
| - | 2.43% | - | - | 322,131 |
| Government National Mortgage Association
| - | 2.43% | - | - | 321,676 |
| Government National Mortgage Association
| - | 2.38% | - | - | 314,040 |